-4.4%
LVS vs MSI
+69.3%
-73.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +0.3% | -5.8% | +6.1% | +1.4% |
| 30D | -3.9% | -1.0% | -2.9% | -3.8% |
| 3M | -12.9% | +14.2% | -27.0% | -15.1% |
| 6M | -16.9% | +1.0% | -18.0% | -17.3% |
| YTD | -31.2% | +21.5% | -52.7% | -34.2% |
| 1Y | -16.4% | -2.1% | -14.3% | -15.8% |
| 3Y | -4.4% | +69.3% | -73.8% | -17.8% |
| All | -4.4% | +69.3% | -73.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling